Sensitivity analysis for the generalized Cholesky block downdating problem
DOI10.1080/03081087.2020.1751033zbMath1486.15008OpenAlexW3016115899MaRDI QIDQ5069196
Publication date: 8 April 2022
Published in: Linear and Multilinear Algebra (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03081087.2020.1751033
Banach fixed point theoremcondition numbersLyapunov majorant functionrigorous perturbation boundprobabilistic spectral norm estimatorSSCE methodgeneralized Cholesky block downdating problem
Factorization of matrices (15A23) Matrix equations and identities (15A24) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Sensitivity analysis for the symplectic QR factorization
- Perturbation analysis for block downdating of the generalized Cholesky factorization
- Condition numbers for the nonlinear matrix equation and their statistical estimation
- Structured condition numbers of structured Tikhonov regularization problem and their estimations
- The generalized Cholesky factorization method for saddle point problems
- Perturbation analysis for block downdating of a Cholesky decomposition
- Perturbation theory for matrix equations
- Condition numbers of algebraic Riccati equations in the Frobenius norm
- On the partial condition numbers for the indefinite least squares problem
- Partial condition number for the equality constrained linear least squares problem
- Sensitivity analysis for the generalized Cholesky factorization
- Small sample statistical condition estimation for the total least squares problem
- A perturbation analysis of the problem of downdating a Cholesky factorization
- Probabilistic upper bounds for the matrix two-norm
- Mixed, Componentwise, and Structured Condition Numbers
- Perturbation analysis for the periodic generalized coupled Sylvester equation
- Backward errors and small-sample condition estimation for ⋆-Sylveter equations
- On mixed and componentwise condition numbers for Moore–Penrose inverse and linear least squares problems
- Scaling for Numerical Stability in Gaussian Elimination
- The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
- Small-Sample Statistical Condition Estimates for General Matrix Functions
- Accurate Downdating of Least Squares Solutions
- Perturbation Analyses for the QR Factorization
- Perturbation Analyses for the Cholesky Downdating Problem
- Statistical Condition Estimation for Linear Systems
- A Note on Downdating the Cholesky Factorization
- Accuracy and Stability of Numerical Algorithms
- On the condition numbers associated with the polar factorization of a matrix
- Perturbation Analysis of the Cholesky Downdating and QR Updating Problems
- Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations
- Sensitivity analysis for the block Cholesky downdating problem
- Multiplicative perturbation bounds for the block Cholesky downdating problem
- A note on the sensitivity analysis for the symplectic QR factorization
- New perturbation bounds and condition numbers for the hyperbolic QR factorization
- Improved rigorous perturbation bounds for the LU and QR factorizations
- On condition numbers for the canonical generalized polar decompostion of real matrices
- Mixed and componentwise condition numbers for matrix decompositions
- New rigorous perturbation bounds for the Cholesky-like factorization of skew-symmetric matrix
